+577.3%
NTAP vs OVV
+55.8%
+521.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | -0.5% | +11.7% | -12.3% | -2.8% |
| 3M | +4.1% | +9.8% | -5.7% | +1.9% |
| 6M | +88.0% | +26.6% | +61.4% | +78.3% |
| YTD | +75.6% | +67.0% | +8.5% | +57.4% |
| 1Y | +58.9% | +55.9% | +3.0% | +43.9% |
| 3Y | +153.6% | +45.5% | +108.1% | +128.3% |
| 5Y | +127.6% | +157.3% | -29.7% | +75.9% |
| All | +577.3% | +55.8% | +521.5% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling